{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE7(PartI).smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res} 9 Jul 2016, 04:35:51
{txt}
{com}. drop _all
{txt}
{com}. clear
{txt}
{com}. graph drop _all
{txt}
{com}. set more off
{txt}
{com}. set seed 13
{txt}
{com}. 
. matrix medLRP = J(4,3,0)
{txt}
{com}. matrix confidLRP = J(4,6,0)
{txt}
{com}. matrix meanRR = J(4,3,0)
{txt}
{com}. 
. local bigobs = 1100
{txt}
{com}. local beta0 = 0
{txt}
{com}. local betax = 1 
{txt}
{com}. local reps = 10000
{txt}
{com}. 
. local i = 1
{txt}
{com}. foreach betay in 0.60 0.90 {c -(}
{txt}  2{com}. foreach rhox in 0 1 {c -(}
{txt}  3{com}. local j = 1
{txt}  4{com}.    foreach smallobs in 10 50 1000 {c -(}
{txt}  5{com}.       simulate LRP = r(LRP) pLRP = r(pLRP), ///
>          reps(`reps'): TABLE7prog, beta0(`beta0') betax(`betax') betay(`betay') ///
>                  rhox(`rhox') smallobs(`smallobs') bigobs(`bigobs') 
{txt}  6{com}.                  
.                   summ LRP, detail
{txt}  7{com}.                   matrix medLRP[`i', `j'] = r(p50)
{txt}  8{com}.                   matrix confidLRP[`i',1+(`j'-1)*2] = r(p5)
{txt}  9{com}.                   matrix confidLRP[`i',2+(`j'-1)*2] = r(p95)
{txt} 10{com}.                   generate RejectRate = 0
{txt} 11{com}.                   replace RejectRate = 1 if pLRP < 0.05  
{txt} 12{com}.                   summ RejectRate, meanonly
{txt} 13{com}.                   matrix meanRR[`i',`j'] = r(mean)
{txt} 14{com}.                 local `++j'
{txt} 15{com}.                 {c )-}
{txt} 16{com}.         local `++i'
{txt} 17{com}.         {c )-}
{txt} 18{com}. {c )-}
{p2colset 7 17 21 2}{...}

{txt}{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(0) smallobs(10) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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.................................................. 10000

                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} -5.29734      -45.27181
{txt} 5%    {res}-2.183521      -28.47247
{txt}10%    {res}-1.002059      -22.04282       {txt}Obs         {res}     10,000
{txt}25%    {res} .4463131      -19.44954       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 1.666613                      {txt}Mean          {res} 1.688197
                        {txt}Largest       Std. Dev.     {res} 2.821041
{txt}75%    {res} 2.841438       34.15938
{txt}90%    {res} 4.305423       38.51402       {txt}Variance      {res} 7.958271
{txt}95%    {res} 5.538084       42.00285       {txt}Skewness      {res} 1.994711
{txt}99%    {res} 9.153019       71.03004       {txt}Kurtosis      {res}  64.9398
{txt}(3,126 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(0) smallobs(50) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} .4826835      -1.013099
{txt} 5%    {res} .9339731      -.5885484
{txt}10%    {res} 1.152827      -.4259579       {txt}Obs         {res}     10,000
{txt}25%    {res} 1.511241      -.4157577       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 1.903179                      {txt}Mean          {res} 1.904407
                        {txt}Largest       Std. Dev.     {res} .5975507
{txt}75%    {res} 2.302831        4.13033
{txt}90%    {res} 2.655754       4.142241       {txt}Variance      {res} .3570668
{txt}95%    {res} 2.876019       4.210325       {txt}Skewness      {res} -.001908
{txt}99%    {res} 3.332656       4.506896       {txt}Kurtosis      {res} 3.334009
{txt}(4,141 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(0) smallobs(1000) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.667886       1.410154
{txt} 5%    {res} 1.752397       1.436607
{txt}10%    {res} 1.798997       1.484105       {txt}Obs         {res}     10,000
{txt}25%    {res}  1.87292       1.486781       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 1.959445                      {txt}Mean          {res} 1.958214
                        {txt}Largest       Std. Dev.     {res}  .125182
{txt}75%    {res} 2.044453       2.399745
{txt}90%    {res} 2.119305       2.405192       {txt}Variance      {res} .0156705
{txt}95%    {res} 2.161594       2.414378       {txt}Skewness      {res}-.0242238
{txt}99%    {res} 2.244855       2.434639       {txt}Kurtosis      {res} 3.013501
{txt}(9,987 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(1) smallobs(10) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-3.660388      -20.83887
{txt} 5%    {res}-.7383213      -19.80026
{txt}10%    {res} .1999093      -19.12163       {txt}Obs         {res}     10,000
{txt}25%    {res} 1.235834      -15.83474       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.030365                      {txt}Mean          {res} 1.974735
                        {txt}Largest       Std. Dev.     {res} 2.088155
{txt}75%    {res} 2.736825       28.46698
{txt}90%    {res} 3.679223       28.70299       {txt}Variance      {res} 4.360391
{txt}95%    {res} 4.469623       54.42438       {txt}Skewness      {res}  3.72342
{txt}99%    {res} 7.296791       60.53311       {txt}Kurtosis      {res} 121.2402
{txt}(3,508 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(1) smallobs(50) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.767861       .7972251
{txt} 5%    {res} 1.999861        .878282
{txt}10%    {res} 2.109382       1.205381       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.261729       1.211422       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.390693                      {txt}Mean          {res} 2.366381
                        {txt}Largest       Std. Dev.     {res} .2021271
{txt}75%    {res} 2.494541       3.075298
{txt}90%    {res} 2.588015       3.098771       {txt}Variance      {res} .0408554
{txt}95%    {res} 2.650409        3.10512       {txt}Skewness      {res}-.8155195
{txt}99%    {res} 2.796035       3.196126       {txt}Kurtosis      {res} 5.460407
{txt}(4,164 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(1) smallobs(1000) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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.................................................. 10000

                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.46045       2.423771
{txt} 5%    {res} 2.474153       2.432498
{txt}10%    {res} 2.480085       2.433298       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.487726       2.435022       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.494281                      {txt}Mean          {res} 2.492712
                        {txt}Largest       Std. Dev.     {res}  .010028
{txt}75%    {res}  2.49933       2.520134
{txt}90%    {res} 2.503477       2.520777       {txt}Variance      {res} .0001006
{txt}95%    {res} 2.506058       2.521275       {txt}Skewness      {res}-1.061643
{txt}99%    {res} 2.511423        2.52636       {txt}Kurtosis      {res} 5.423728
{txt}(4,437 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(0) smallobs(10) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-8.209625      -36.41666
{txt} 5%    {res}-3.591062      -29.56231
{txt}10%    {res} -2.05248      -25.44099       {txt}Obs         {res}     10,000
{txt}25%    {res}-.1894539      -23.58532       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 1.346385                      {txt}Mean          {res} 1.339878
                        {txt}Largest       Std. Dev.     {res} 3.410314
{txt}75%    {res} 2.879508       29.22273
{txt}90%    {res} 4.715051       30.24204       {txt}Variance      {res} 11.63024
{txt}95%    {res} 6.229517       31.97283       {txt}Skewness      {res} .0747329
{txt}99%    {res} 11.18952        44.6058       {txt}Kurtosis      {res} 15.51341
{txt}(8,834 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(0) smallobs(50) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} -.602808      -2.589178
{txt} 5%    {res} .2673142      -2.454001
{txt}10%    {res}  .689224      -2.093624       {txt}Obs         {res}     10,000
{txt}25%    {res} 1.338811      -2.035924       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.096202                      {txt}Mean          {res} 2.175938
                        {txt}Largest       Std. Dev.     {res} 1.263048
{txt}75%    {res} 2.920549       7.789678
{txt}90%    {res} 3.778675       8.235077       {txt}Variance      {res}  1.59529
{txt}95%    {res} 4.348377       8.245384       {txt}Skewness      {res} .4239978
{txt}99%    {res} 5.676131       9.194228       {txt}Kurtosis      {res} 3.900046
{txt}(9,993 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(0) smallobs(1000) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}  1.94841       1.594481
{txt} 5%    {res} 2.150553       1.617733
{txt}10%    {res}  2.25657       1.627607       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.443748       1.663403       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.662995                      {txt}Mean          {res} 2.675699
                        {txt}Largest       Std. Dev.     {res} .3333296
{txt}75%    {res} 2.896316       3.826582
{txt}90%    {res} 3.113424       3.858538       {txt}Variance      {res} .1111086
{txt}95%    {res} 3.240911       3.928518       {txt}Skewness      {res} .1786315
{txt}99%    {res} 3.494632       3.996895       {txt}Kurtosis      {res}  2.96472
{txt}(10,000 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(1) smallobs(10) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} -14.4046      -67.52069
{txt} 5%    {res}-5.443622      -61.45527
{txt}10%    {res}-2.654882      -55.15882       {txt}Obs         {res}     10,000
{txt}25%    {res}  .381781      -51.84361       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.678825                      {txt}Mean          {res} 2.868855
                        {txt}Largest       Std. Dev.     {res} 6.240212
{txt}75%    {res} 5.166016       54.91635
{txt}90%    {res} 8.576292       65.84513       {txt}Variance      {res} 38.94024
{txt}95%    {res} 11.50455       75.54983       {txt}Skewness      {res} .7289102
{txt}99%    {res} 22.33037       94.29368       {txt}Kurtosis      {res} 22.39945
{txt}(7,982 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(1) smallobs(50) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} .9412366      -4.159873
{txt} 5%    {res} 2.308446      -3.214603
{txt}10%    {res} 2.938985      -3.179245       {txt}Obs         {res}     10,000
{txt}25%    {res} 4.080703      -2.727923       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 5.707872                      {txt}Mean          {res} 5.860304
                        {txt}Largest       Std. Dev.     {res} 2.385675
{txt}75%    {res} 7.550486       15.49294
{txt}90%    {res} 9.026384       15.63943       {txt}Variance      {res} 5.691443
{txt}95%    {res} 9.822509       15.67526       {txt}Skewness      {res} .2248326
{txt}99%    {res} 11.51541       15.91879       {txt}Kurtosis      {res} 2.964741
{txt}(8,911 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(1) smallobs(1000) bigobs(1100){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.640596       7.892118
{txt} 5%    {res} 9.047513       7.903841
{txt}10%    {res} 9.236644       7.978476       {txt}Obs         {res}     10,000
{txt}25%    {res} 9.483755       8.081779       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 9.687718                      {txt}Mean          {res} 9.628507
                        {txt}Largest       Std. Dev.     {res} .2979854
{txt}75%    {res} 9.836835       10.20913
{txt}90%    {res} 9.941804       10.21341       {txt}Variance      {res} .0887953
{txt}95%    {res}  9.99068       10.22794       {txt}Skewness      {res}-1.267328
{txt}99%    {res} 10.08546       10.24784       {txt}Kurtosis      {res} 5.269972
{txt}(9,087 real changes made)

{com}. 
. matrix colnames medLRP = "T10(P50)" "T50(P50)" "T1000(P50)" 
{txt}
{com}. matrix rownames medLRP= R00B60 R100B60 R00B90 R100B90
{txt}
{com}. matrix colnames confidLRP = "T10(P5)" "T10(P95)" "T50(P5)" "T50(P95)" ///
>                              "T1000(P5)" "T1000(P95)"
{txt}
{com}. matrix rownames confidLRP = R00B60 R100B60 R00B90 R100B90
{txt}
{com}. matrix colnames meanRR = T10 T50 T1000
{txt}
{com}. matrix rownames meanRR = R00B60 R100B60 R00B90 R100B90
{txt}
{com}. matrix list medLRP
{res}
{txt}medLRP[4,3]
           T10(P50)    T50(P50)  T1000(P50)
 R00B60 {res}  1.6666133   1.9031789   1.9594452
{txt}R100B60 {res}  2.0303645   2.3906929   2.4942811
{txt} R00B90 {res}  1.3463851   2.0962017    2.662995
{txt}R100B90 {res}  2.6788245   5.7078719   9.6877184
{reset}
{com}. matrix list confidLRP
{res}
{txt}confidLRP[4,6]
            T10(P5)    T10(P95)     T50(P5)    T50(P95)   T1000(P5)  T1000(P95)
 R00B60 {res} -2.1835212    5.538084   .93397307   2.8760186   1.7523969   2.1615944
{txt}R100B60 {res}  -.7383213   4.4696233   1.9998612   2.6504092   2.4741527   2.5060581
{txt} R00B90 {res} -3.5910622    6.229517    .2673142    4.348377   2.1505526   3.2409108
{txt}R100B90 {res} -5.4436219   11.504551   2.3084456   9.8225093   9.0475125   9.9906802
{reset}
{com}. matrix list meanRR
{res}
{txt}meanRR[4,3]
           T10    T50  T1000
 R00B60 {res} .3126  .4141  .9987
{txt}R100B60 {res} .3508  .4164  .4437
{txt} R00B90 {res} .8834  .9993      1
{txt}R100B90 {res} .7982  .8911  .9087
{reset}
{com}. 
. etime
{res}Elapsed time is 18 minutes 16 seconds 
{txt}
{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE7(PartI).smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res} 9 Jul 2016, 04:54:01
{txt}{.-}
{smcl}
{txt}{sf}{ul off}